Nelson-Siegel, Affine and Quadratic Yield Curve specifications : which one is better at forecasting?
Ken Nyholm and Rositsa Vidova-Koleva
| Year of publication: |
2012
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|---|---|
| Authors: | Nyholm, Ken ; Vidova-Koleva, Rositsa |
| Published in: |
Journal of forecasting. - Chichester : Wiley, ISSN 0277-6693, ZDB-ID 783432-9. - Vol. 31.2012, 6, p. 540-564
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| Subject: | Zinsstruktur | Yield curve | Prognoseverfahren | Forecasting model | Zero-Bond | Zero-coupon bond | Nichtparametrisches Verfahren | Nonparametric statistics | Modellierung | Scientific modelling |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10009661521